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Monte-Carlo simulation of a stochastic differential equation
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作者 Arif ULLAH Majid KHAN +2 位作者 M KAMRAN R KHAN 盛正卯 《Plasma Science and Technology》 SCIE EI CAS CSCD 2017年第12期6-14,共9页
For solving higher dimensional diffusion equations with an inhomogeneous diffusion coefficient,Monte Carlo(MC) techniques are considered to be more effective than other algorithms, such as finite element method or f... For solving higher dimensional diffusion equations with an inhomogeneous diffusion coefficient,Monte Carlo(MC) techniques are considered to be more effective than other algorithms, such as finite element method or finite difference method. The inhomogeneity of diffusion coefficient strongly limits the use of different numerical techniques. For better convergence, methods with higher orders have been kept forward to allow MC codes with large step size. The main focus of this work is to look for operators that can produce converging results for large step sizes. As a first step, our comparative analysis has been applied to a general stochastic problem.Subsequently, our formulization is applied to the problem of pitch angle scattering resulting from Coulomb collisions of charge particles in the toroidal devices. 展开更多
关键词 Monte-Carlo simulation stochastic differential equations toroidal plasmas numerical methods
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An improved stochastic finite-fault simulation method and its application to large magnitude thrust earthquakes
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作者 Ma Wanjun Xie Zhinan 《Earthquake Engineering and Engineering Vibration》 2026年第1期41-53,共13页
The stochastic extended finite-fault simulation method(EXSIM)is a widely used tool in seismological research,with applications in ground motion prediction and simulation,seismic hazard analysis,and engineering studies... The stochastic extended finite-fault simulation method(EXSIM)is a widely used tool in seismological research,with applications in ground motion prediction and simulation,seismic hazard analysis,and engineering studies.However,recent studies have revealed a significant limitation:EXSIM tends to overpredict ground motions in the low-to-intermediate frequency range,particularly for large thrust earthquakes that are often characterized by a double-corner-frequency source model.To address this issue and enhance simulation accuracy,this study introduces two key improvements:(1)a novel asperity-distributed stress-drop composite fault model and(2)a hybrid application of EXSIM with the composite fault model.The proposed method is validated through its application to the 2013 M_(w)6.7 Lushan earthquake that occurred in China and six thrust earthquakes with an M_(w)≥6.5 in Japan.By comparing the simulated ground motions with recorded data,the results demonstrate that the improved method achieves consistent accuracy across the high-and low-frequency spectrum(combined goodness-of-fit:CGOF<0.35).This study significantly broadens the applicability of stochastic finite-fault simulations,enabling more reliable predictions for a wider range of seismic scenarios,including complex thrust faulting events. 展开更多
关键词 stochastic finite-fault simulation method double-corner-frequency source model large-thrust earthquakes asperity-like distributed stress-drop compound faults hybrid application of EXSIM
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Simulating Deposition of Aerosol Particles on Single Fiber Surface
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作者 付海明 朱辉 《Journal of Donghua University(English Edition)》 EI CAS 2009年第3期252-258,共7页
The stochastic simulation method, based on the concept of control window and the numerical solution of the Langevin equation, is applied to solve the deposition problem of particles from the flowing suspensions onto a... The stochastic simulation method, based on the concept of control window and the numerical solution of the Langevin equation, is applied to solve the deposition problem of particles from the flowing suspensions onto a fiber collector. Using the Kuwabara model to characterize the flow field, the effects of Stokes number, interception parameter, packing density, particle size distribution on the collection efficioncy, and the deposition morphology of particles onto a collector are i examined. The morphology of deposit obtained in the simulated results agrees Well with experimental observations. The estimation of the initial coUection efficiency through the simulations considers that the deposited particles are in good agreement with published experimental data. In addition, the collection efficiency of particles increases in a wider particle size distribution region. 展开更多
关键词 stochastic simulation method collection efficiency particle deposition aerosol .filtration
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Characterization on jointed rock masses based on PFC2D 被引量:5
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作者 Peitao WANG Tianhong YANG +2 位作者 Qinglei YU Honglei LIU Penghai ZHANG 《Frontiers of Structural and Civil Engineering》 SCIE EI CSCD 2013年第1期32-38,共7页
Geometrical parameters of discontinuities,such as spacing,length,dip and fault throw between joints have a great influence on the mechanical behavior of jointed rock masses.Accurate characterization for discontinuitie... Geometrical parameters of discontinuities,such as spacing,length,dip and fault throw between joints have a great influence on the mechanical behavior of jointed rock masses.Accurate characterization for discontinuities is important for investigate the stability of rock masses.In this paper,the PFC2D is combined with joint network generation method to examine the mechanical behaviors of jointed mass.Taking Miaogou Open-pit Mine as an example,the information and statistical distributions of discontinuities of the slope rock masses are measured by ShapeMetriX3D measuring tool.Then,the automatic generation algorithm of random joints network based on the Monte-Carlo method is proposed using the programming language(FISH)embedded within PFC2D.This algorithm could represent the discontinuities compared with the geological surveys.In simulating the compression test of a jointed rock sample,the mechanical behavior and crack propagation were investigated.The results reveal that the failure mode and crack propagation of the jointed rock are dominated by the distribution of joints in addition to the intact rock properties.The simulation result shows the feasibility of the joints generating method in application to jointed rock mass. 展开更多
关键词 jointed rock masses shape metrix3D monte-carlo stochastic simulation method PFC2D
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